The lateral mobility of lipids in phospholipid membranes has attracted numerous experimental and theoretical studies, inspired by the model of Singer and Nicholson (1972. Science, 175:720-731) and the theoretical description by Saffman and Delbrück (1975. Proc. Natl. Acad. Sci. USA. 72:3111-3113). Fluorescence recovery after photobleaching (FRAP) is used as the standard experimental technique for the study of lateral mobility, yielding an ensemble-averaged diffusion constant. Single-particle tracking (SPT) and the recently developed single-molecule imaging techniques now give access to data on individual displacements of molecules, which can be used for characterization of the mobility in a membrane. Here we present a new type of analysis for tracking data by making use of the probability distribution of square displacements. The potential of this new type of analysis is shown for single-molecule imaging, which was employed to follow the motion of individual fluorescence-labeled lipids in two systems: a fluid-supported phospholipid membrane and a solid polymerstabilized phospholipid monolayer. In the fluid membrane, a high-mobility component characterized by a diffusion constant of 4.4 microns2/s and a low-mobility component characterized by a diffusion constant of 0.07 micron2/s were identified. It is proposed that the latter characterizes the so-called immobile fraction often found in FRAP experiments. In the polymer-stabilized system, diffusion restricted to corrals of 140 nm was directly visualized. Both examples show the potentials of such detailed analysis in combination with single-molecule techniques: with minimal interference with the native structure, inhomogeneities of membrane mobility can be resolved with a spatial resolution of 100 nm, well below the diffraction limit.